Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 0.428239 0.475621 0.528648 0.592913 0.669407 0.758471 0.871411
2025-10-12 0.391963 0.456543 0.534304 0.636689 0.770891 0.945322 1.197385
2025-10-19 0.346313 0.416103 0.504344 0.627437 0.800593 1.045745 1.440887
2025-10-26 0.316422 0.389866 0.486529 0.628150 0.840196 1.165173 1.748772
2025-11-02 0.286514 0.359437 0.458252 0.608418 0.844322 1.229614 1.988269
2025-11-09 0.258228 0.328103 0.424775 0.575640 0.821271 1.242576 2.136225
2025-11-16 0.241792 0.311505 0.410175 0.568792 0.837796 1.326536 2.463001
2025-11-23 0.236027 0.309262 0.415869 0.593752 0.911750 1.535934 3.191607
2025-11-30 0.224786 0.298018 0.406743 0.593061 0.939284 1.660209 3.790287
2025-12-07 0.212660 0.284519 0.392855 0.582461 0.945958 1.740940 4.324221
2025-12-14 0.201393 0.271542 0.378701 0.569703 0.946086 1.806669 4.869200
2025-12-21 0.191430 0.259932 0.365836 0.557806 0.945954 1.872090 5.485162
2025-12-28 0.189062 0.260359 0.373283 0.585152 1.037258 2.220887 7.967569
2026-01-04 0.189576 0.265314 0.388674 0.629752 1.179262 2.802415 13.800994
2026-01-11 0.181191 0.255392 0.377764 0.621365 1.193952 2.988328 17.694441
2026-01-18 0.174996 0.248654 0.371860 0.622381 1.232797 3.288305 25.205938
2026-01-25 0.166305 0.237309 0.356967 0.603044 1.214448 3.357876 30.359907
2026-02-01 0.156374 0.223454 0.336784 0.570739 1.155886 3.235930 31.097057
2026-02-08 0.150775 0.216603 0.328871 0.563999 1.167117 3.429867 42.774280
2026-02-15 0.149834 0.217517 0.335123 0.588656 1.273529 4.159071 109.002411
2026-02-22 0.145636 0.212639 0.330268 0.587979 1.305035 4.544983 229.999666
2026-03-01 0.140502 0.205912 0.321520 0.577514 1.304023 4.749334 455.838710
2026-03-08 0.135427 0.199082 0.312209 0.564915 1.293992 4.897146 1029.024655